NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5.405 5.250 -0.155 -2.9% 5.359
High 5.405 5.250 -0.155 -2.9% 5.499
Low 5.266 5.171 -0.095 -1.8% 5.266
Close 5.288 5.198 -0.090 -1.7% 5.288
Range 0.139 0.079 -0.060 -43.2% 0.233
ATR 0.129 0.128 -0.001 -0.7% 0.000
Volume 2,927 4,154 1,227 41.9% 20,565
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.443 5.400 5.241
R3 5.364 5.321 5.220
R2 5.285 5.285 5.212
R1 5.242 5.242 5.205 5.224
PP 5.206 5.206 5.206 5.198
S1 5.163 5.163 5.191 5.145
S2 5.127 5.127 5.184
S3 5.048 5.084 5.176
S4 4.969 5.005 5.155
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.050 5.902 5.416
R3 5.817 5.669 5.352
R2 5.584 5.584 5.331
R1 5.436 5.436 5.309 5.394
PP 5.351 5.351 5.351 5.330
S1 5.203 5.203 5.267 5.161
S2 5.118 5.118 5.245
S3 4.885 4.970 5.224
S4 4.652 4.737 5.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.477 5.171 0.306 5.9% 0.103 2.0% 9% False True 3,780
10 5.510 5.171 0.339 6.5% 0.103 2.0% 8% False True 3,549
20 5.979 5.171 0.808 15.5% 0.111 2.1% 3% False True 3,273
40 6.106 5.171 0.935 18.0% 0.131 2.5% 3% False True 3,020
60 6.410 5.171 1.239 23.8% 0.136 2.6% 2% False True 2,602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.586
2.618 5.457
1.618 5.378
1.000 5.329
0.618 5.299
HIGH 5.250
0.618 5.220
0.500 5.211
0.382 5.201
LOW 5.171
0.618 5.122
1.000 5.092
1.618 5.043
2.618 4.964
4.250 4.835
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 5.211 5.309
PP 5.206 5.272
S1 5.202 5.235

These figures are updated between 7pm and 10pm EST after a trading day.

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